prof. Ing. Miloslav Vošvrda CSc.

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Position: Professor
Field of interest: Mathematical Finance, Econometrics
Membership: Finance and Capital Markets, Internal

Contact

Office: 402
Email: vosvrda [AT] fsv [DOT] cuni [DOT] cz
Phone: 222 112 314
Personal web pages: http://vosvrdaweb.utia.cas.cz
Available: Thursday 15.00 - 16.00, room No. 209, UTIA AV CR, Pod Vodárenskou vezi 4, Praha 8, tubestation Ladvi

More information

Syllabi

Course supervisor

JEM017 - Business Cycles Theory
JEM183 - Mathematical Methods in Macroeconomics
JED412,413 - Nonlinear Dynamic Economic Systems: Theory and Applications

Teacher

JED412,413 - Nonlinear Dynamic Economic Systems: Theory and Applications

CV

Organisation Memberships

Computational Economics and Finance

Education

1961-1966 Mathematical methods in Economics
Prague School of Economics
(Corresponds to M. Sc. Degree)
1966-1971 Probability and Mathematical Statistics
Charles University in Prague
(Corresponds to M. Sc. Degree)
1979-1983 Theoretical Cybernetics
Institute of Information Theory and Automation,
Czechoslovak Academy of Sciences
(Corresponds to PhD. Degree)

Job history

1966-1970 Dept. of Analysis of Systems, University of Economics, Prague, Research fellow
1971-1992 Dept. of Analysis & Modelling of Stochastic Systems, Institute of Information Theory and Automation,
Czechoslovak Academy of Sciences, Head of the department
1991 - Dept. of Macroeconomics and Finance,
Faculty of Social Sciences at Charles University in Prague
Associate professor of mathematical economics and econometrics
1992 -1995 The Economics Institute,
Academy of Sciences of the Czech Republic
Leading research fellow
1994 -Dept. of Econometrics, Institute of Information Theory and Automation,
Academy of Sciences of the Czech Republic
Head of the department,Leading research fellow
2007- Dept. of Macroeconomics and Finance,
Faculty of Social Sciences at Charles University in Prague
Professor of Quantitative Finance

Extra activities

- President of the Czech Econometric Society, (1993-1995, (2001-2004)
- Vice-dean of the Faculty of Social Sciences, Charles University in Prague (1995-1997)
- Chairman of the Research Board of the Economics Institute of Academy Sciences of the Czech
Republic, (1993-1994)
- Member of the Research Board of the Faculty of Social Sciences, Charles University in
Prague, (1994-1998 , 2003-)
the Research Board of the Economics Institute of Academy Sciences of the Czech
Republic, (1993-1996)
the Research Board of the Faculty of Statistics and Informatics, Economic University,
Prague, (2001-)
the Research Board of the Faculty of Management, Economic University,
Prague, (2002-)
the Society of Computational Economics, ( the USA)
the International Association of Computing Statistics, (the Netherlands)
the Society for the Advancement of Economic Theory, (the USA)
the Czech Mathematical Society,
the Czech Cybernetic Society,
the Czech Statistical Society,
the IFAC Economic and Business Systems(2002-2005)

- Elected member of the Grant Agency of the Czech Republic,
Chairman of the economic sciences division (1993-1997, 2003-2005)
Member of the Advisor Board of the Society of Computational Economics (2002-2006)
- Elected member of the Grant Agency of the Academy of Sciences of the Czech Republic( 2000-2002),

- Member of the supervisor board for Projects of Scientific Centres, Ministry of Education (1997-2005)

Topics for supervision

Master theses

Makroekonomické modely - konstrukce, modelování, predikce.

Supervised Bachelor theses

all/awarded: 3/3
Awarded: Bc. Martin Čihák, Bc. Peter Jurečka, M.A., Bc. Tereza Fišerová

Supervised Master Theses

all/awarded: 13/8
Awarded: Mgr. Filip Žikeš, Mgr. Jana Honnerová, Mgr. Kamil Nekula, Mgr. Karel Diviš, Mgr. Ondřej Nezdara, Mgr. Petr Jablonský, Mgr. Radovan Chalupka, Mgr. Vladimír Kvasnička

Supervised Ph.D. Theses

number: 5
Ing. Jan Plešingr, PhD., Mgr. Jan Filáček, Ph.D., Mgr. Lukáš Vácha, Ph.D. (18.10.2007), PhDr. Jaromír Baxa, Ph.D. (21.11.2012), PhDr. Jozef Baruník, Ph.D. (6.10.2011)

Current Ph.D. students

number: 5
Mgr. Kristýna Ivanková , Jakub Jeřábek , Ing. Aleš Maršál , PhDr. RNDr. Josef Stráský Ph.D., Mgr. Tomáš Zelený

Partners

ČSOB
Deloitte
McKinsey & Company

Sponsors

CRIF
EY